+247.2%
AMAT vs EAT
+350.4%
-103.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +1.9% | -16.7% | -15.5% |
| 3M | -9.3% | +68.7% | -77.9% | -23.1% |
| 6M | +27.4% | +66.9% | -39.5% | +7.5% |
| YTD | +77.6% | +60.4% | +17.2% | +50.9% |
| 1Y | +188.9% | +44.0% | +144.9% | +151.5% |
| 3Y | +202.3% | +604.7% | -402.4% | +41.0% |
| All | +247.2% | +350.4% | -103.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling